-38.9%
ACI vs BURL
+63.9%
-102.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.4% |
| 7D | +0.2% | -2.8% | +3.0% | +0.3% |
| 30D | +5.9% | -28.2% | +34.1% | +7.2% |
| 3M | -19.8% | -17.6% | -2.2% | -19.0% |
| 6M | -24.7% | -11.8% | -13.0% | -24.2% |
| YTD | -24.4% | -8.1% | -16.2% | -23.9% |
| 1Y | -31.5% | -12.0% | -19.5% | -30.9% |
| All | -38.9% | +63.9% | -102.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling